Like it or not, N.Y. is a BIG DEAL, prominent, and also a place to gather not just local, but NATIONAL "celebrity"/name recognition, nationwise, AND the home of a lot of the BIG DONORS!
Trump is the first NYer to win the White House since FDR; Yankees don’t tend to do well nationally because their issues aren’t really the same as those of importance to much of the rest of the country. That is why they are out of touch with “flyover country”.
As for IL, there may simply not have been a spot a Dem candidate or incumbent wanted to give up.